| Metric | 11392996:btcusd:triple_med_gx:lsma50_110 | 11392996:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 16.26% | 198.98% |
| Max Drawdown | -22.77% | -67.18% |
| Sharpe | 0.16 | 0.44 |
| Sortino | 0.24 | 0.64 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 36.19 | 3.51 |
| Outlier Loss Ratio | 3.99 | 3.37 |
| Volatility (ann.) | 11.27% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.2 | 0.57 |
| Skew | 2.55 | 0.2 |
| Kurtosis | 68.12 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.64% |
| Expected Yearly % | 3.84% | 31.5% |
| Kelly Criterion | -1.37% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11392996:BTCUSD | 11392996:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -4.80 | 0.09 | + |
| 2023 | 155.54 | 8.75 | 0.06 | - |
| 2024 | 121.00 | 11.97 | 0.10 | - |
| 2025 | 16.76 | 0.28 | 0.02 | - |
| Metric | 11392996:btcusd:triple_med_gx:lsma50_110 | 11392996:BTCUSD |
|---|---|---|
| MTD | 2.53% | 4.16% |
| 3M | -3.08% | 31.46% |
| 6M | -5.05% | 12.77% |
| YTD | 0.28% | 16.76% |
| 1Y | -12.25% | 56.84% |
| 3Y (ann.) | 1.63% | 55.31% |
| 5Y (ann.) | 4.57% | 38.4% |
| Metric | 11392996:btcusd:triple_med_gx:lsma50_110 | 11392996:BTCUSD |
|---|---|---|
| Max Drawdown | -22.77% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -4.4% | -6.29% |
| Avg. Drawdown Days | 57.0 | 31.0 |
| Recovery Factor | 0.71 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -22.77 | 345 |
| 2024-06-05 | 2025-06-11 | -20.86 | 370 |
| 2023-04-26 | 2024-03-23 | -15.32 | 331 |
| 2022-02-17 | 2022-03-14 | -9.53 | 25 |
| 2022-04-14 | 2022-04-19 | -5.02 | 5 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-03-23 | 2024-03-24 | -2.53 | 1 |
| 2024-04-19 | 2024-04-20 | -2.02 | 1 |
| 2022-05-14 | 2022-05-14 | -1.29 | 0 |
| 2024-03-25 | 2024-04-06 | -1.00 | 11 |
| Metric | 11392996:btcusd:triple_med_gx:lsma50_110 | 11392996:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.14% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 11.34% | 43.77% |
| Worst Month | -10.6% | -37.12% |
| Best Year | 11.97% | 155.54% |
| Worst Year | -4.8% | -54.66% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.36% | 8.48% |
| Avg. Down Week | -2.43% | -3.52% |
| Avg. Up Month | 4.45% | 17.3% |
| Avg. Down Month | -4.37% | -8.02% |
| Win Days % | 44.72% | 51.26% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 40.21% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |